Santander Holdings USA Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0168 | 5.27 | |
| 0.1360 | 6.43 | |
| 0.8016 | 19.78 | |
| -0.1982 | -1.03 | |
| 0.2880 | 0.92 | |
| -0.0653 | -0.28 | |
| 0.0974 | 0.40 | |
| -0.3225 | -1.52 | |
| 0.2140 | 1.16 | |
| -0.0992 | -0.37 | |
| 0.5895 | 1.77 | |
| -0.8558 | -3.37 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2009
Jan 2, 1990 to Jan 29, 2009
News Impact Curve
Volatility Forecasts
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